+82.7%
MCHP vs SITM
+4,437.5%
-4,354.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +0.3% | +3.7% | -3.4% | -0.9% |
| 30D | -9.8% | -14.5% | +4.8% | -5.6% |
| 3M | -19.7% | -10.6% | -9.1% | -18.7% |
| 6M | +13.6% | +65.5% | -52.0% | -7.8% |
| YTD | +16.5% | +67.0% | -50.5% | -7.3% |
| 1Y | +15.7% | +138.6% | -122.9% | -19.5% |
| 3Y | 0.0% | +421.8% | -421.9% | -51.0% |
| 5Y | +4.4% | +172.4% | -168.0% | -44.7% |
| All | +82.7% | +4,437.5% | -4,354.8% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling